hasquant-0.7.0.0: hasquant.cabal

cabal-version: 2.2

-- This file has been generated from package.yaml by hpack version 0.39.6.
--
-- see: https://github.com/sol/hpack

name:           hasquant
version:        0.7.0.0
synopsis:       Bindings to QuantLib
description:    Bindings to the QuantLib library.
category:       Finance,FFI,Library
homepage:       https://github.com/khorser/hasquant#readme
bug-reports:    https://github.com/khorser/hasquant/issues
author:         Sergei Khorev <sergey.khorev@gmail.com>
maintainer:     Sergei Khorev <sergey.khorev@gmail.com>
copyright:      (c) 2012-2026 Sergei Khorev
license:        BSD-3-Clause
license-file:   LICENSE
build-type:     Simple
tested-with:
    GHC == 8.10.6
  , GHC == 9.6.7
  , GHC == 9.8.4
  , GHC == 9.10.3
  , GHC == 9.12.4
  , GHC == 9.14.1
extra-source-files:
    cbits/ql.h
    cbits/qlaux.h
    cbits/qlEnumC2HS.h
    cbits/qlEnumObjects.h
    cbits/qlInstrument.h
    cbits/qlMisc.h
    cbits/qlPricingEngine.h
    cbits/qlPricingEngineAux.h
    cbits/qlTermStructure.h
    cbits/qlTermStructureAux.h
    cbits/qlTypesC2HS.h
    README.md
    cabal.project.local.WINDOWS
    tools/api-name-map-0.7.txt
    tools/ql-methods-1.43.txt
extra-doc-files:
    CHANGELOG.md
    WINDOWS.md

source-repository head
  type: git
  location: https://github.com/khorser/hasquant

flag buildExample
  manual: True
  default: False

flag buildSofrXva
  manual: True
  default: False

flag trackAllocations
  manual: True
  default: False

flag usePkgConfig
  manual: True
  default: True

library
  exposed-modules:
      QuantLib.Math
      QuantLib.Currency
      QuantLib.Commodity
      QuantLib.Time.Date
      QuantLib.Time.Calendar
      QuantLib.Time.Schedule
      QuantLib.Context
      QuantLib.InterestRate
      QuantLib.Index
      QuantLib.Instrument
      QuantLib.Quote
      QuantLib.Method
      QuantLib.CashFlow
      QuantLib.TermStructure
      QuantLib.TermStructure.Yield
      QuantLib.TermStructure.Inflation
      QuantLib.TermStructure.Credit
      QuantLib.TermStructure.Volatility
      QuantLib.TermStructure.InflationVolatility
      QuantLib.TermStructure.Commodity
      QuantLib.Index.InterestRate
      QuantLib.Index.Inflation
      QuantLib.Index.Equity
      QuantLib.Index.Commodity
      QuantLib.Instrument.Bond
      QuantLib.Instrument.CapFloor
      QuantLib.Instrument.InflationCapFloor
      QuantLib.Instrument.Forward
      QuantLib.Process
      QuantLib.Instrument.Option
      QuantLib.Model
      QuantLib.Instrument.Credit
      QuantLib.Credit
      QuantLib.Instrument.Swap
      QuantLib.Instrument.Energy
      QuantLib.PricingEngine
  other-modules:
      QuantLib.Internal
      QuantLib.Internal.Common
      QuantLib.Internal.Syntax
      QuantLib.Internal.CalendarEnum
      QuantLib.Internal.Type
  ghc-options: -Wall -Wredundant-constraints -Wmissing-exported-signatures -Widentities
  cxx-options: -Wall -Wextra -pedantic -std=c++17
  include-dirs:
      cbits
  cxx-sources:
      cbits/qlInstrument.cpp
      cbits/qlMisc.cpp
      cbits/qlPricingEngine.cpp
      cbits/qlPricingEngineAux.cpp
      cbits/qlTermStructure.cpp
      cbits/qlTermStructureAux.cpp
  build-depends:
      base >=4.14 && <5
    , template-haskell >=2.16 && <2.25
    , time >=1.9.3 && <1.16
    , vector >=0.12.3 && <0.14
  default-language: Haskell2010
  if flag(trackAllocations)
    ghc-options: -g3
  if !os(windows)
    extra-libraries:
        stdc++
  if flag(trackAllocations) && os(osx)
    cxx-options: -DQLTRACK_ALLOCATIONS="/dev/fd/2"
  if flag(trackAllocations) && os(linux)
    cxx-options: -DQLTRACK_ALLOCATIONS="/proc/self/fd/2"
  if flag(usePkgConfig) && !os(windows)
    pkgconfig-depends:
        quantlib >= 1.43
  else
    extra-libraries:
        QuantLib
  if os(osx)
    cxx-options: -isystem/opt/homebrew/opt/quantlib/include -isystem/opt/homebrew/include -isystem/usr/local/opt/quantlib/include -isystem/usr/local/include
  build-tool-depends: c2hs:c2hs >= 0.28.8 && < 0.29

executable hasquant_example
  main-is: QuantLib/MainExample.hs
  other-modules:
      QuantLib.Example.AmericanLSM
      QuantLib.Example.AsianOption
      QuantLib.Example.BasketLSM
      QuantLib.Example.BermudanSwaption
      QuantLib.Example.Bond
      QuantLib.Example.CallableBond
      QuantLib.Example.CDS
      QuantLib.Example.ConvertibleBond
      QuantLib.Example.CustomSDE
      QuantLib.Example.CVAIRS
      QuantLib.Example.DiscreteHedging
      QuantLib.Example.EquityOption
      QuantLib.Example.EquityTotalReturnSwap
      QuantLib.Example.Fdm
      QuantLib.Example.FittedBondCurve
      QuantLib.Example.ForwardOption
      QuantLib.Example.FRA
      QuantLib.Example.FxForward
      QuantLib.Example.Gaussian1dModels
      QuantLib.Example.HaskellLSM
      QuantLib.Example.HestonHullWhiteMC
      QuantLib.Example.InflationCurve
      QuantLib.Example.InflationInstruments
      QuantLib.Example.IsdaCds
      QuantLib.Example.LiborMarketModelMC
      QuantLib.Example.MulticurveBootstrapping
      QuantLib.Example.Optimizer
      QuantLib.Example.OvernightIndexedSwap
      QuantLib.Example.QuickStart
      QuantLib.Example.Replication
      QuantLib.Example.Repo
      QuantLib.Example.RiskyBond
      QuantLib.Example.ShortRateModels
      QuantLib.Example.Swap
      QuantLib.Example.Swaption
      QuantLib.Example.TARF
      Paths_hasquant
  autogen-modules:
      Paths_hasquant
  hs-source-dirs:
      test/example
      test/exe
  ghc-options: -Wall -Wredundant-constraints -Wmissing-exported-signatures -Widentities
  build-depends:
      base >=4.14 && <5
    , hasquant
    , time >=1.9.3 && <1.16
    , vector >=0.12.3 && <0.14
  default-language: Haskell2010
  if flag(trackAllocations)
    ghc-options: -g3
  if flag(buildExample)
    buildable: True
  else
    buildable: False

executable sofr-xva
  main-is: SofrXva/Main.hs
  other-modules:
      SofrXva.Csv
      SofrXva.Data
      SofrXva.Plot
      SofrXva.Pricing
      SofrXva.Xva
      Paths_hasquant
  autogen-modules:
      Paths_hasquant
  hs-source-dirs:
      app
  ghc-options: -Wall -Wredundant-constraints -Wmissing-exported-signatures -Widentities
  build-depends:
      base >=4.14 && <5
    , containers >=0.6.5.1 && <0.9
    , directory >=1.3.6.0 && <1.4
    , filepath >=1.4.2.1 && <1.6
    , hasquant
    , process >=1.6.13.2 && <1.7
    , time >=1.9.3 && <1.16
  default-language: Haskell2010
  if flag(trackAllocations)
    ghc-options: -g3
  if flag(buildSofrXva)
    buildable: True
  else
    buildable: False

test-suite hasquant_test
  type: exitcode-stdio-1.0
  main-is: QuantLib/MainTest.hs
  other-modules:
      QuantLib.Spec.Calendars
      QuantLib.Spec.Commodity
      QuantLib.Spec.Context
      QuantLib.Spec.Credit
      QuantLib.Spec.CurrencyAndDayCounter
      QuantLib.Spec.DatesAndSchedule
      QuantLib.Spec.Examples
      QuantLib.Spec.Helpers
      QuantLib.Spec.Index.Commodity
      QuantLib.Spec.Index.Inflation
      QuantLib.Spec.Instrument
      QuantLib.Spec.Instrument.Bond
      QuantLib.Spec.Instrument.CapFloor
      QuantLib.Spec.Instrument.Credit
      QuantLib.Spec.Instrument.Energy
      QuantLib.Spec.Instrument.Forward
      QuantLib.Spec.Instrument.InflationCapFloor
      QuantLib.Spec.Instrument.Option
      QuantLib.Spec.Instrument.Swap
      QuantLib.Spec.InterestRateAndCashFlow
      QuantLib.Spec.Matrix
      QuantLib.Spec.Model
      QuantLib.Spec.PricingEngine
      QuantLib.Spec.Process
      QuantLib.Spec.Quote
      QuantLib.Spec.Statistics
      QuantLib.Spec.TermStructure
      QuantLib.Spec.TermStructure.Commodity
      QuantLib.Spec.TermStructure.InflationVolatility
      QuantLib.Example.AmericanLSM
      QuantLib.Example.AsianOption
      QuantLib.Example.BasketLSM
      QuantLib.Example.BermudanSwaption
      QuantLib.Example.Bond
      QuantLib.Example.CallableBond
      QuantLib.Example.CDS
      QuantLib.Example.ConvertibleBond
      QuantLib.Example.CustomSDE
      QuantLib.Example.CVAIRS
      QuantLib.Example.DiscreteHedging
      QuantLib.Example.EquityOption
      QuantLib.Example.EquityTotalReturnSwap
      QuantLib.Example.Fdm
      QuantLib.Example.FittedBondCurve
      QuantLib.Example.ForwardOption
      QuantLib.Example.FRA
      QuantLib.Example.FxForward
      QuantLib.Example.Gaussian1dModels
      QuantLib.Example.HaskellLSM
      QuantLib.Example.HestonHullWhiteMC
      QuantLib.Example.InflationCurve
      QuantLib.Example.InflationInstruments
      QuantLib.Example.IsdaCds
      QuantLib.Example.LiborMarketModelMC
      QuantLib.Example.MulticurveBootstrapping
      QuantLib.Example.Optimizer
      QuantLib.Example.OvernightIndexedSwap
      QuantLib.Example.QuickStart
      QuantLib.Example.Replication
      QuantLib.Example.Repo
      QuantLib.Example.RiskyBond
      QuantLib.Example.ShortRateModels
      QuantLib.Example.Swap
      QuantLib.Example.Swaption
      QuantLib.Example.TARF
      Paths_hasquant
  autogen-modules:
      Paths_hasquant
  hs-source-dirs:
      test/hspec
      test/example
      test/main
  ghc-options: -Wall -Wredundant-constraints -Wmissing-exported-signatures -Widentities
  build-depends:
      HUnit >=1.6.2 && <1.7
    , QuickCheck >=2.14.2 && <2.19
    , base >=4.14 && <5
    , directory >=1.3.6.0 && <1.4
    , filepath >=1.4.2.1 && <1.6
    , hasquant
    , hspec >=2.7.10 && <2.12
    , process >=1.6.13.2 && <1.7
    , time >=1.9.3 && <1.16
    , vector >=0.12.3 && <0.14
  default-language: Haskell2010
  if flag(trackAllocations)
    ghc-options: -g3